0001752724-20-182131.txt : 20200910
0001752724-20-182131.hdr.sgml : 20200910
20200910093049
ACCESSION NUMBER: 0001752724-20-182131
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 3
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200910
DATE AS OF CHANGE: 20200910
EFFECTIVENESS DATE: 20200910
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SSGA Active Trust
CENTRAL INDEX KEY: 0001516212
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22542
FILM NUMBER: 201167893
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active Trust
DATE OF NAME CHANGE: 20141208
FORMER COMPANY:
FORMER CONFORMED NAME: SSgA Active ETF Trust
DATE OF NAME CHANGE: 20110322
0001516212
S000033059
SPDR SSGA Multi-Asset Real Return ETF
C000101916
SPDR SSGA Multi-Asset Real Return ETF
RLY
0001516212
S000033060
SPDR SSGA Income Allocation ETF
C000101917
SPDR SSGA Income Allocation ETF
INKM
0001516212
S000033062
SPDR SSGA Global Allocation ETF
C000101919
SPDR SSGA Global Allocation ETF
GAL
0001516212
S000033064
SPDR Blackstone / GSO Senior Loan ETF
C000101921
SPDR Blackstone / GSO Senior Loan ETF
SRLN
0001516212
S000038607
SPDR SSGA Ultra Short Term Bond ETF
C000119098
SPDR SSGA Ultra Short Term Bond ETF
ULST
0001516212
S000040073
SPDR MFS Systematic Core Equity ETF
C000124406
SPDR MFS Systematic Core Equity ETF
SYE
0001516212
S000040074
SPDR MFS Systematic Growth Equity ETF
C000124407
SPDR MFS Systematic Growth Equity ETF
SYG
0001516212
S000040075
SPDR MFS Systematic Value Equity ETF
C000124408
SPDR MFS Systematic Value Equity ETF
SYV
0001516212
S000046314
SPDR DoubleLine Total Return Tactical ETF
C000144728
SPDR DoubleLine Total Return Tactical ETF
TOTL
0001516212
S000047463
State Street Defensive Global Equity Portfolio
C000149006
State Street Defensive Global Equity Portfolio
SSHAX
0001516212
S000052162
SPDR DoubleLine Short Duration Total Return Tactical ETF
C000164160
SPDR DoubleLine Short Duration Total Return Tactical ETF
STOT
0001516212
S000052163
SPDR DoubleLine Emerging Markets Fixed Income ETF
C000164161
SPDR DoubleLine Emerging Markets Fixed Income ETF
EMTL
0001516212
S000054091
SPDR(R) SSGA US Sector Rotation ETF
C000170017
SPDR(R) SSGA US Sector Rotation ETF
XLSR
0001516212
S000055185
SPDR SSGA Fixed Income Sector Rotation ETF
C000173571
SPDR SSGA Fixed Income Sector Rotation ETF
FISR
N-CEN
1
primary_doc.xml
X0201
N-CEN
LIVE
0001516212
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811-22542
false
false
false
N-1A
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C000101916
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C000101917
S000047463
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C000124408
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S000033062
C000101919
S000046314
C000144728
S000055185
C000173571
S000040074
C000124407
S000033064
C000101921
SSGA Active Trust
811-22542
0001516212
549300MAXSRPQ75ICU67
One Iron Street
Boston
02210
US-MA
US
617-664-8594
State Street Bank and Trust Company
1 Lincoln Street
Boston
02111
617-786-3000
Records related to its functions as custodian, sub-administrator, accounting agent and transfer agent
N
N
N-1A
14
Y
James E. Ross
004309272
Y
Sandra G. Sponem
000000000
N
Frank Nesvet
000000000
N
Clare S. Richer
000000000
N
Bonny E. Boatman
000000000
N
Dwight D. Churchill
000000000
N
Carl G. Verboncoeur
000000000
N
Brian Harris
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One Iron Street
Boston
02210
XXXXXX
N
N
N
N
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
Y
N
Ernst & Young LLP
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00000000000000000000
N
N
N
N
N
N
SPDR SSGA Income Allocation ETF
S000033060
549300JLXDIL3P817435
N
1
0
0
Exchange-Traded Fund
Fund of Funds
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
22889180.58000000
355920.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
8093.57000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3129.54000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1264.60000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2120.50000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
79.67000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
2087.93000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
5889.87000000
J.P. Morgan Securities LLC
8-35008
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ZBUT11V806EZRVTWT807
1180.32000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
360.15000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
2828.67000000
27034.82000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
25401021.64000000
25401021.64000000
N
122598864.24000000
N
N
N
SPDR Blackstone / GSO Senior Loan ETF
S000033064
549300ME4SR63Y3TRD06
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
GSO / Blackstone Debt Funds Management LLC
801-68243
000144537
5493006JIA0445ZK3987
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
339358061.13000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
260648645.15000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
268234103.77000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1186318620.83000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
875324153.56000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
4735944324.08000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
758403234.27000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
911293021.93000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
760384450.29000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
591660302.46000000
11414879488.50000000
N
2009314297.29000000
Committed
500000000.00000000
N
N
N
SPDR DoubleLine Total Return Tactical ETF
S000046314
549300BX4XYYCFT9AP37
N
1
0
0
Exchange-Traded Fund
Y
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
DoubleLine Capital LP
801-70942
000152606
549300AQKG3ZYRYGH003
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
181115911.50000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
277399067.92000000
BNP Paribas Securities Corp.
8-32682
000015794
RCNB6OTYUAMMP879YW96
234233061.77000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
449153030.88000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
188136542.03000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
237828206.02000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
244202761.54000000
Societe Generale
N/A
000000000
O2RNE8IBXP4R0TD8PU41
FR
171432293.66000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
232088344.68000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2266502351.35000000
5289540502.78000000
N
3287142298.79000000
Committed
200000000.00000000
N
N
N
SPDR MFS Systematic Value Equity ETF
S000040075
549300435DN6413JYT40
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
Massachusetts Financial Services Company
801-17352
000110045
1G3OSH3GLGJ7X1JC5I61
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
275.70000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
242.63000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
346.94000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
798.80000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
256.19000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
296.98000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
507.46000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
255.14000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
187.55000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1131.69000000
4538.11000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1972095.20000000
1972095.20000000
N
30037972.39000000
N
N
N
SPDR MFS Systematic Core Equity ETF
S000040073
549300D75AYQLJK63738
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
Massachusetts Financial Services Company
801-17352
000110045
1G3OSH3GLGJ7X1JC5I61
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
265.92000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
338.75000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
241.58000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
584.10000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
393.68000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
797.89000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
499.27000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
119.23000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
506.53000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
318.77000000
4203.08000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1995982.90000000
1995982.90000000
N
34343778.25000000
N
N
N
SPDR SSGA Fixed Income Sector Rotation ETF
S000055185
549300L4YR57JOWZYE72
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
3944013.99000000
82340.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
465.70000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2527.47000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1145.72000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1768.72000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1154.34000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3989.36000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
3723.27000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
459.78000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3167.30000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
687.93000000
19089.59000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1740301.79000000
1740301.79000000
N
26439559.51000000
N
N
N
SPDR SSGA Global Allocation ETF
S000033062
5493006HZ1NBWV0NM963
N
1
0
0
Exchange-Traded Fund
Fund of Funds
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
55464452.82000000
504304.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
63256.17000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
22646.30000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
233.25000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
2206.61000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
356.23000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
3520.23000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
13099.42000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
9812.17000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
14033.96000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
9515.91000000
138680.25000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
52324667.34000000
52324667.34000000
N
253429077.01000000
N
N
N
SPDR SSGA Multi-Asset Real Return ETF
S000033059
5493007QJU53DW46ZK83
N
1
0
0
Exchange-Traded Fund
Fund of Funds
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
10209749.76000000
160862.00000000
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
513.92000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
413.25000000
Cantor Fitzgerald & Co.
8-201
000000134
5493004J7H4GCPG6OB62
1212.50000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
2003.41000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1105.77000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2458.15000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1354.16000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
717.41000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1713.08000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
2683.33000000
14516.93000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
9024893.92000000
9024893.92000000
N
86986162.00000000
N
N
N
State Street Defensive Global Equity Portfolio
S000047463
549300NE2TLHN0HGOZ80
N
1
0
0
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited
2HI3YI5320L3RW6NJ957
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
2HI3YI5320L3RW6NJ957
AU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Hapoalim B.M.
B6ARUI4946ST4S7WOU88
IL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken A/S
F3JS33DEI6XQ4ZBPTN86
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
Y
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Y
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
35.14000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
20.28000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
26.79000000
Macquarie Capital (USA) Inc.
8-47198
000036368
549300670K07JRB5UQ40
19.99000000
Cantor Fitzgerald & Co.
8-201
000000134
5493004J7H4GCPG6OB62
20.08000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
27.28000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
28.91000000
CLSA Americas, LLC
8-69166
000165533
213800M2DXATWY7JMS07
24.75000000
Fidelity Capital Markets, Inc.
8-35108
000176245
00000000000000000000
17.78000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
89.26000000
436.70000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1044179.87000000
1044179.87000000
N
2255861.43000000
Committed
200000000.00000000
N
N
N
N
SPDR DoubleLine Short Duration Total Return Tactical ETF
S000052162
549300JKQUMR3G362R19
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
DoubleLine Capital LP
801-70942
000152606
549300AQKG3ZYRYGH003
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
0.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
156858021.43000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
22167920.24000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
7307377.20000000
Citadel Securities LLC
8-53574
000116797
12UUJYTN7D3SW8KCSG25
19511439.37000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
7543546.72000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
15844893.34000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
16782962.84000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
15144099.52000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
12569609.30000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
12311027.51000000
338104065.14000000
N
133635480.60000000
Committed
200000000.00000000
N
N
N
SPDR SSGA Ultra Short Term Bond ETF
S000038607
5493006M03N5HKGPK294
N
1
0
0
Exchange-Traded Fund
Y
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
22247383.88000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
21367338.32000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
46536558.05000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
24453453.74000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
24643714.83000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
26885684.58000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
193468574.84000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
30298072.63000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
53732926.94000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
73392449.50000000
631459306.82000000
N
232238321.54000000
Committed
200000000.00000000
N
N
N
SPDR MFS Systematic Growth Equity ETF
S000040074
5493003TOHS8P7078792
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
Massachusetts Financial Services Company
801-17352
000110045
1G3OSH3GLGJ7X1JC5I61
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
577.31000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
647.57000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
158.87000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
263.41000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
162.98000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
584.79000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
516.61000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
152.14000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
451.25000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
347.63000000
4122.32000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
1801509.84000000
1801509.84000000
N
36724670.83000000
N
N
N
SPDR(R) SSGA U.S. Sector Rotation ETF
S000054091
549300VWVXTMM2KBTI94
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Revenue sharing split
7412347.19000000
27510.00000000
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
N
N
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1185.40000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1709.65000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
1741.01000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2208.42000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
1047.67000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2854.50000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
593.76000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
7186.77000000
Scotia Capital (USA) Inc.
8-3716
000002739
549300BLWPABP1VNME36
889.38000000
Broadcort Capital Corp.
8-29204
000013456
0000000000
3500.22000000
22916.78000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2219407.99000000
2219407.99000000
N
37489663.54000000
N
N
N
SPDR DoubleLine Emerging Markets Fixed Income ETF
S000052163
5493006UMN7DLV07D796
N
1
0
0
Exchange-Traded Fund
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Y
Y
N
N
SSGA Funds Management, Inc.
801-60103
000111242
FT3UGI3NU6B7EELQF380
N
DoubleLine Capital LP
801-70942
000152606
549300AQKG3ZYRYGH003
N
N
State Street Bank and Trust Company
85-05003
571474TGEMMWANRLN572
Y
N
N
PricingDirect Inc.
549300WIC0TOJ7N7GD54
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
Self - rule 17f-2 (17 CFR 270.17f-2)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
Y
Y
SSGA Funds Management, Inc.
FT3UGI3NU6B7EELQF380
Y
N
N
State Street Global Advisors Funds Distributors, LLC
8-44744
000030107
54ZMQ1M7YQYKOZC8E043
0.00000000
0.00000000
Standard Chartered Securities (North America) LLC
8-66397
000130847
5493003GCX71N8988W38
4956076.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
4871285.50000000
Bofa Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
10323229.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
12478107.50000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
8807250.50000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
11451296.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
125146806.51000000
Santander Investment Securities Inc.
8-47664
000037216
549300FT36TF8GQFTL08
6056992.50000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
12711893.30000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
6121244.60000000
233146295.61000000
N
78336082.26000000
Committed
200000000.00000000
N
N
N
SPDR SSGA Fixed Income Sector Rotation ETF
S000055185
N
10000.00000000
0.00810810
0.03688102
99.99189189
0.03688102
-0.02000000
0.00000000
100.02000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR SSGA Global Allocation ETF
S000033062
N
10000.00000000
5.99882352
0.08781246
94.00117647
0.08781246
6.08200000
0.41830013
93.91800000
0.41830013
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
Y
SPDR(R) SSGA U.S. Sector Rotation ETF
S000054091
N
10000.00000000
0.00568627
0.06378886
99.99431372
0.06378886
-0.00666666
0.00577350
100.00666666
0.00577350
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
Y
SPDR SSGA Income Allocation ETF
S000033060
N
10000.00000000
2.48200000
0.25667417
97.51800000
0.25667417
2.53947368
0.07214750
97.46052631
0.07214750
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
Y
SPDR DoubleLine Total Return Tactical ETF
S000046314
N
50000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
0.34999999
0.00000000
500.00000000
0.34999999
0.00000000
500.00000000
0.17564103
0.00000000
500.00000000
0.17564103
N
SPDR Blackstone / GSO Senior Loan ETF
S000033064
N
50000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
50.00000000
0.07012986
0.00000000
50.00000000
0.07012986
0.00000000
50.00000000
0.09557522
0.00000000
50.00000000
0.09557522
N
SPDR MFS Systematic Growth Equity ETF
S000040074
N
10000.00000000
0.76250000
0.07887603
99.23750000
0.07887603
0.72857142
0.09923517
99.27142857
0.09923517
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
Y
SPDR DoubleLine Emerging Markets Fixed Income ETF
S000052163
N
25000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
0.35000000
0.00000000
500.00000000
0.35000000
0.00000000
500.00000000
0.15000002
0.00000000
500.00000000
0.15000002
N
SPDR DoubleLine Short Duration Total Return Tactical ETF
S000052162
N
25000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
500.00000000
0.24999994
0.00000000
500.00000000
0.24999994
0.00000000
500.00000000
0.09999982
0.00000000
500.00000000
0.09999982
N
SPDR SSGA Ultra Short Term Bond ETF
S000038607
N
25000.00000000
100.00000000
0.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
0.00000000
0.00000000
150.00000000
0.04035712
0.00000000
150.00000000
0.04035712
0.00000000
150.00000000
0.02000000
0.00000000
150.00000000
0.02000000
N
SPDR MFS Systematic Core Equity ETF
S000040073
N
10000.00000000
0.87600000
0.07503332
99.12400000
0.07503332
0.82166666
0.05407626
99.17833333
0.05407626
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
Y
SPDR MFS Systematic Value Equity ETF
S000040075
N
10000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.76111111
0.06881940
99.23888888
0.06881940
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
150.00000000
0.00000000
0.00000000
150.00000000
0.00000000
Y
SPDR SSGA Multi-Asset Real Return ETF
S000033059
N
10000.00000000
1.97000000
0.11481209
98.03000000
0.11481209
1.99469387
0.10735653
98.00530612
0.10735653
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
0.00000000
100.00000000
0.00000000
Y
true
true
INTERNAL CONTROL RPT
2
NCEN_14121192142380183.txt
Report of Independent Registered Public Accounting Firm
To the Shareholders and Board of Trustees of SSGA Active
Trust
In planning and performing our audits of the financial
statements of SSGA Active Trust (the "Trust") (comprising
SPDR Blackstone/GSO Senior Loan ETF, SPDR DoubleLine
Emerging Markets Fixed Income ETF, SPDR DoubleLine
Short Duration Total Return Tactical ETF, SPDR DoubleLine
Total Return Tactical ETF, SPDR MFS Systematic Core
Equity ETF, SPDR MFS Systematic Growth Equity ETF,
SPDR MFS Systematic Value Equity ETF, SPDR SSGA
Global Allocation ETF, SPDR SSGA Income Allocation ETF,
SPDR SSGA Multi-Asset Real Return ETF, SPDR SSGA
Ultra Short Term Bond ETF, SPDR SSGA Fixed Income
Sector Rotation ETF, SPDR SSGA US Sector Rotation ETF
and State Street Defensive Global Equity Portfolio) as of and
for the year ended June 30, 2020, in accordance with the
standards of the Public Company Accounting Oversight Board
(United States), we considered the Trust's internal control
over financial reporting, including controls over safeguarding
securities, as a basis for designing our auditing procedures for
the purpose of expressing our opinions on the financial
statements and to comply with the requirements of Form N-
CEN, but not for the purpose of expressing an opinion on the
effectiveness of the Trust's internal control over financial
reporting. Accordingly, we express no such opinion.
The management of the Trust is responsible for establishing
and maintaining effective internal control over financial
reporting. In fulfilling this responsibility, estimates and
judgments by management are required to assess the expected
benefits and related costs of controls. A company's internal
control over financial reporting is a process designed to
provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements
for external purposes in accordance with generally accepted
accounting principles. A company's internal control over
financial reporting includes those policies and procedures that
(1) pertain to the maintenance of records that, in reasonable
detail, accurately and fairly reflect the transactions and
dispositions of the assets of the company; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements in
accordance with generally accepted accounting principles, and
that receipts and expenditures of the company are being made
only in accordance with authorizations of management and
directors of the company; and (3) provide reasonable
assurance regarding prevention or timely detection of
unauthorized acquisition, use or disposition of a company's
assets that could have a material effect on the financial
statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect misstatements.
Also, projections of any evaluation of effectiveness to future
periods are subject to the risk that controls may become
inadequate because of changes in conditions, or that the
degree of compliance with the policies or procedures may
deteriorate.
A deficiency in internal control over financial reporting exists
when the design or operation of a control does not allow
management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is a
deficiency, or a combination of deficiencies, in internal
control over financial reporting, such that there is a reasonable
possibility that a material misstatement of the company's
annual or interim financial statements will not be prevented or
detected on a timely basis.
Our consideration of the Trust's internal control over financial
reporting was for the limited purpose described in the first
paragraph and would not necessarily disclose all deficiencies
in internal control that might be material weaknesses under
standards established by the Public Company Accounting
Oversight Board (United States). However, we noted no
deficiencies in the Trust's internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be a material
weakness as defined above as of June 30, 2020.
This report is intended solely for the information and use of
management and the Board of Trustees of SSGA Active Trust
and the Securities and Exchange Commission and is not
intended to be and should not be used by anyone other than
these specified parties.
/s/ Ernst & Young LLP
Boston, Massachusetts
August 28, 2020
OTHER REQUIRED INFO
3
NCEN_15430748430445375.txt
Commencing with this N-CEN filing, the Registrant has
updated the answer for Item C.8.a from "N" to "Y" for
certain Series based on its revised interpretation related
to waivers of acquired fund fees and expenses.